-50.3%
DOCS vs STT
+181.7%
-232.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.9% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | +21.8% | +3.9% | +18.0% | +19.1% |
| 3M | +27.3% | +20.0% | +7.3% | +14.5% |
| 6M | -0.3% | +55.3% | -55.7% | -23.0% |
| YTD | -40.5% | +53.3% | -93.8% | -54.0% |
| 1Y | -61.5% | +74.7% | -136.2% | -72.5% |
| 3Y | +8.2% | +205.8% | -197.7% | -44.8% |
| 5Y | -73.4% | +145.0% | -218.4% | -85.9% |
| All | -50.3% | +181.7% | -232.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling